In a large bowl, whisk together Greek yogurt, 4 tablespoons of agave, and vanilla extract. Set aside in the refrigerator.
In a medium bowl, place ladyfingers, coffee, and 1 tablespoon of agave. Let it soak for about 5 minutes in the refrigerator.
Add a single layer of ladyfingers to the bottom of a parfait glass. Top with yogurt mixture and a light dusting of cocoa powder. Repeat the process, finishing off with yogurt, cocoa dusting, and chocolate shavings.